Narrow search
Showing 1 - 10 of 339
Cover Image
A general likelihood approach to the instrumental variable estimation and test of misspecifications
Pesaran, M. Hashem; Pesaran, M.H. - 1984
Persistent link: https://www.econbiz.de/10000007936
Cover Image
A class of partially adaptive one-step M- estimators for the non-linear regression model with dependent observations
Pötscher, Benedikt M.; Prucha, Ingmar R. - In: Journal of econometrics 32 (1986) 2, pp. 219-251
Persistent link: https://www.econbiz.de/10003652412
Cover Image
Assessment of a prior distribution for the correlation coefficient in a bivariate normal distribution
Gokhale, D. V.; Press, S. James - In: Journal of the Royal Statistical Society 145 (1982) 2, pp. 237-249
Persistent link: https://www.econbiz.de/10003561735
Cover Image
Multiple regression analysis with incomplete observations, from a Beyesian [!] viewpoint
Dagenais, Marcel - 1972
Persistent link: https://www.econbiz.de/10003508334
Cover Image
Asymtotic efficiency in semi-parametric models with censoring
Chamberlain, Gary - In: Journal of econometrics 32 (1986) 2, pp. 189-218
Persistent link: https://www.econbiz.de/10003511534
Cover Image
Convenient methods for estimation of linear regression models with ma(1) errors
MacDonald, Glenn M.; MacKinnon, James G. - 1983
Persistent link: https://www.econbiz.de/10003529372
Cover Image
A bilinear model for heteroskedastic panel data
Cragg, John G. - 1987
Persistent link: https://www.econbiz.de/10000741512
Cover Image
The structure of GMM and ML estimators in conditionally heteroskedastic models
Sabau, Hernando C. - 1987
Persistent link: https://www.econbiz.de/10000741539
Cover Image
The quantitative significance of the Lucas critique
Miller, Preston J.; Roberds, William - 1987
Persistent link: https://www.econbiz.de/10000723225
Cover Image
Vector autoregressions and reality
Runkle, David E. - 1987
Persistent link: https://www.econbiz.de/10000723646